Time for dithering: fast and quantized random embeddings via the restricted isometry property by Laurent Jacques, Valerio Cambareri

Recently, many works have focused on the characterization of non-linear dimensionality reduction methods obtained by quantizing linear embeddings, e.g., to reach fast processing time, efficient data compression procedures, novel geometry-preserving embeddings or to estimate the information/bits stored in this reduced data representation. In this work, we prove that many linear maps known to respect the restricted isometry property (RIP), can induce a quantized random embedding with controllable multiplicative and additive distortions with respect to the pairwise distances of the data points beings considered. In other words, linear matrices having fast matrix-vector multiplication algorithms (e.g., based on partial Fourier ensembles or on the adjacency matrix of unbalanced expanders), can be readily used in the definition of fast quantized embeddings with small distortions. This implication is made possible by applying right after the linear map an additive and random "dither" that stabilizes the impact of a uniform scalar quantization applied afterwards.

For different categories of RIP matrices, i.e., for different linear embeddings of a metric space(K⊂Rn,ℓq) in(Rm,ℓp) withp,q≥1 , we derive upper bounds on the additive distortion induced by quantization, showing that this one decays either when the embedding dimensionm increases or when the distance of a pair of embedded vectors inK decreases. Finally, we develop a novel "bi-dithered" quantization scheme, which allows for a reduced distortion that decreases when the embedding dimension grows, independently of the considered pair of vectors.

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